Entity usage
From MaRDI portal
This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.
Showing below up to 50 results in range #1 to #50.
- Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function: Label: en
- A nonparametric discontinuity test of density using a beta kernel: Label: en
- Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates: Label: en
- Estimation of linear transformation cure models with informatively interval-censored failure time data: Label: en
- Efficient nonparametric estimation of generalised autocovariances: Label: en
- Functional data analysis with rough sample paths?: Label: en
- Editorial: Label: en
- Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates: Label: en
- A bootstrap functional central limit theorem for time-varying linear processes: Label: en
- Approximate tolerance intervals for nonparametric regression models: Label: en
- Another look at halfspace depth: flag halfspaces with applications: Label: en
- Boundary-adaptive kernel density estimation: the case of (near) uniform density: Label: en
- IPCW approach for testing independence: Label: en
- Scaling by subsampling for big data, with applications to statistical learning: Label: en
- Robust oracle estimation and uncertainty quantification for possibly sparse quantiles: Label: en
- Persistent homology based goodness-of-fit tests for spatial tessellations: Label: en
- Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model: Label: en
- Variance function estimation in regression model via aggregation procedures: Label: en
- Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model: Label: en
- The generalised MLE with truncated interval-censored data: Label: en
- A high-dimensional test for the k-sample Behrens–Fisher problem: Label: en
- Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting: Label: en
- Nonparametric instrument model averaging: Label: en
- Reweighted and circularised Anderson-Darling tests of goodness-of-fit: Label: en
- Asymptotic properties of neural network sieve estimators: Label: en
- Permutation-based inference for function-on-scalar regression with an application in PET brain imaging: Label: en
- On a projection estimator of the regression function derivative: Label: en
- Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus: Label: en
- Test of dominance relations based on kernel smoothing method: Label: en
- Regression analysis of mixed panel count data with dependent observation processes: Label: en
- Kernel regression for cause-specific hazard models with nonparametric covariate functions: Label: en
- Hilbertian additive regression with parametric help: Label: en
- The test of exponentiality based on the mean residual life function revisited: Label: en
- Model fitting using partially ranked data: Label: en
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model: Label: en
- Cramér-von-Mises tests for the distribution of the excess over a confidence level: Label: en
- Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection: Label: en
- Multivariate density estimation from privatised data: universal consistency and minimax rates: Label: en
- Testing axial symmetry by means of integrated rank scores: Label: en
- Nonparametric inference for interval data using kernel methods: Label: en
- A median test for functional data: Label: en
- Robust estimators for additive models using backfitting: Label: en
- Density estimation using inverse and reciprocal inverse Gaussian kernels: Label: en
- Rank transformations in Kernel density estimation: Label: en
- Principal component estimation of functional logistic regression: discussion of two different approaches: Label: en
- Inference from heteroscedastic functional data: Label: en
- On power and sample size determinations for the Wilcoxon–Mann–Whitney test: Label: en
- Empirical estimation for discrete-time semi-Markov processes with applications in reliability: Label: en
- An alternative local polynomial estimator for the error-in-variables problem: Label: en
- Bootstrap maximum likelihood for quasi-stationary distributions: Label: en